From eodhd-api
Analyzes US equity options chains, implied volatility, Greeks (delta, gamma, theta, vega), and strategy payoffs using EODHD Marketplace data.
How this skill is triggered — by the user, by Claude, or both
Slash command
/eodhd-api:options-analyzerThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
Analyze US equity options using EODHD Marketplace data — options chains with Greeks, implied volatility analysis, contract comparison, and strategy evaluation.
Analyze US equity options using EODHD Marketplace data — options chains with Greeks, implied volatility analysis, contract comparison, and strategy evaluation.
Activate when the user asks for:
TICKER.US format (US options only)us-options-underlyings for available expirationsus-options-eod for specific expiration with Greekseod or real-time for current price contextNote: Options endpoints (
us-options-eod,us-options-underlyings) are not wired into theeodhd_client.pyhelper — call them withcurlper the endpoint docs. Access depends on your plan/tier: on many paid plans the US options endpoints return data directly (HTTP 200), so don't assume a separate Marketplace add-on is required — verify against your account before telling the user it's gated. Option chains can be large (multi-MB); summarize, don't dump raw JSON into the chat.
Underlying Context
Options Chain Summary
| Expiration | Days to Exp | Calls OI | Puts OI | P/C Ratio | ATM IV |
|---|
Selected Chain — [Expiration Date]
Calls
| Strike | Last | Bid | Ask | Vol | OI | IV | Delta | Gamma | Theta | Vega |
|---|
Puts
| Strike | Last | Bid | Ask | Vol | OI | IV | Delta | Gamma | Theta | Vega |
|---|
IV Analysis
Strategy Analysis (if requested)
This is not financial advice. Data is for informational purposes only. Options trading involves significant risk. Past performance does not guarantee future results.
| Endpoint | Purpose | Cost | Access |
|---|---|---|---|
us-options-underlyings | Available contracts | 10 calls | Marketplace |
us-options-eod | EOD chain with Greeks | 10 calls | Marketplace |
us-options-contracts | Historical contract data | 10 calls | Marketplace |
eod | Underlying price history | 1 call | Standard |
technical | Historical volatility | 5 calls | Standard |
../eodhd-api/references/endpoints/us-options-underlyings.md../eodhd-api/references/endpoints/us-options-eod.md../eodhd-api/references/endpoints/us-options-contracts.md../eodhd-api/references/endpoints/historical-stock-prices.md../eodhd-api/references/endpoints/technical-indicators.mdnpx claudepluginhub eodhistoricaldata/eodhd-claude-skills --plugin eodhd-apiAnalyzes options Greeks like delta, implied volatility, and strategy selection for US stocks. Identifies optimal strategies based on market outlook, volatility, and risk/reward.
Routes option, volatility, hedge, and backtest workflows for LLMQuant. Handles IV rank, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, and strategy construction.
Separates real vs lottery options to prevent P/C ratio inversion from deep OTM noise. Analyzes watchlists, sectors, and event-driven names with per-expiry breakdowns and anomaly detection using Polygon.io.